An endogenous variable is a variable in a statistical model that is changed or determined by its relationship with other variables within the model.

A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables Henrik Spliid Journal of the American Statistical Association , pp. 843-849 (7 pages) ...

Threshold models (sample splitting models) have wide application in economics. Existing estimation methods are confined to regression models, which require that all right-hand-side variables are ...